PCA Index Dashboard Examples#
This script was last run at 2024-03-21 19:43:30.580689+00:00 (UTC)
In US/Central Time, this is 2024-03-21 14:43:30.580689-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897164 | -0.475079 | 0.085982 | -0.008372 | 0.545424 | 0.254567 |
| 1997-01-03 | -0.885454 | -0.475079 | -0.155818 | 0.007140 | 0.745003 | 0.205407 |
| 1997-01-06 | -0.881551 | -0.475079 | -0.064391 | -0.016128 | 0.777880 | 0.269352 |
| 1997-01-07 | -0.881551 | -0.454256 | -0.129352 | -0.047153 | 0.837506 | 0.382971 |
| 1997-01-08 | -0.893261 | -0.454256 | -0.022287 | -0.085934 | 0.785542 | 0.496198 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-14 | -0.862036 | -1.474591 | -0.724828 | 1.760045 | 0.887724 | 0.499575 |
| 2024-03-15 | -0.858133 | -1.495414 | -0.723626 | 1.690239 | 0.831737 | 0.578866 |
| 2024-03-18 | -0.869842 | -1.474591 | -0.733249 | 1.651458 | 0.714449 | 0.682736 |
| 2024-03-19 | -0.881551 | -1.464179 | -0.794601 | 1.659214 | 0.739024 | 0.558646 |
| 2024-03-20 | -0.865939 | -1.401710 | -0.888434 | 1.659214 | 0.828192 | 0.558646 |
7191 rows × 6 columns
pc1
DATE
1997-01-02 -0.577920
1997-01-03 -0.684069
1997-01-06 -0.666972
1997-01-07 -0.703348
1997-01-08 -0.673017
...
2024-03-14 -1.593710
2024-03-15 -1.581869
2024-03-18 -1.565047
2024-03-19 -1.572756
2024-03-20 -1.596820
Name: PC1, Length: 7191, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()